+100.8%
DG vs CG
+278.5%
-177.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.5% |
| 7D | +0.3% | +0.2% | +0.1% | +0.3% |
| 30D | +3.2% | +11.2% | -8.0% | +1.9% |
| 3M | +10.4% | -22.1% | +32.5% | +13.8% |
| 6M | +33.2% | -17.9% | +51.1% | +36.1% |
| YTD | +3.0% | -31.3% | +34.3% | +7.2% |
| 1Y | +31.2% | -24.0% | +55.2% | +35.0% |
| 3Y | +21.8% | +45.0% | -23.1% | +11.7% |
| 5Y | -35.0% | -22.6% | -12.3% | -36.2% |
| All | +100.8% | +278.5% | -177.7% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling